Showing results 20 to 39 of 83
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| Date | Title | Author(s) |
| 27-Oct-2014 | Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options | 林士貴; Hsu,Chih-Chen ;Lin,Shih-Kuei ;Chen,Ting-Fu |
| 19-Dec-2019 | Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options | 林士貴; Hsu*, Chih-Chen;; Lin, Shih-Kuei; Chen, Ting-Fu |
| 27-Mar-2014 | The Pricing and Hedging of Structured notes with Systematic Jump Risk: An Analysis of the USD Knock-Out Reversed Swap | Wang, S. Y.;Lin, Shih-Kuei; 林士貴 |
| 10-Dec-2015 | Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium | Li, Chang-Yi;Chen, Son-Nan;Lin, Shih-Kuei; 林士貴 |
| 21-Mar-2018 | Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market | 林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei |
| 18-Sep-2017 | Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks | 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen |
| 27-Mar-2014 | Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes | Hung, Y. C.;Lin, Shih-Kuei;Wu, C. W.; 林士貴 |
| 7-Dec-2018 | Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps | Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang, Mi-Hsiu |
| 15-Mar-2019 | Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu |
| 15-Mar-2019 | Realized Jump Risks in the U.S. TB and TIPS Markets | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Shyu, So-De; Wu, An-Chi |
| 27-Mar-2014 | Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk | Lin, Shih-Kuei;Wang, R. H.;Fuh, C. D.; 林士貴 |
| 21-Jan-2021 | Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps | 林士貴; Lin, Shih-Kuei; Wu, Yang-Che; Chen, Ting-Fu |
| 31-Mar-2014 | A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications | Chang, Charles ; Fuh, Cheng-Der ; Lin, Shih-Kuei; 林士貴 |
| 20-Nov-2013 | A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications | 林士貴; Lin,Shih-Kuei ; Chang,Charles ; Fuh,Cheng-Der |
| 14-Jul-2016 | The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices | 林士貴; Hsu, Chih-Chen;Chen, An-Sing;Lin, Shih-Kuei;Chen, Ting-Fu |
| 27-Dec-2022 | Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies | 林士貴; Lin, Shih-Kuei; Tsai, Pei-Ling;Hsu, Yuan-Lin;Chih, Hsiang-Hsuan |
| 21-Jan-2021 | Valuation and Empirical Analysis of Currency Options | 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang |
| 17-Jun-2021 | Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts | 林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie |
| 17-Jun-2021 | Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model | 林士貴; Lin, Shih-Kuei |
| 27-Mar-2014 | Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes | Chang, C. C.;Lin, S. K.;Yu, M. T.; 林士貴 |